On monotone dependence functions of the quantile type
Applicationes Mathematicae, Tome 23 (1996) no. 1, pp. 51-72
We introduce the concept of monotone dependence function of bivariate distributions without moment conditions. Our concept gives, among other things, a characterization of independent and positively (negatively) quadrant dependent random variables.
DOI :
10.4064/am-23-1-51-72
Keywords:
associated random variables, quantile monotone dependence function, mixture of distribution functions, quantile, independent, positively (negatively) quadrant dependent random variables, monotone dependence function
@article{10_4064_am_23_1_51_72,
author = {Andrzej Krajka and Dominik Szynal},
title = {On monotone dependence functions of the quantile type},
journal = {Applicationes Mathematicae},
pages = {51--72},
year = {1996},
volume = {23},
number = {1},
doi = {10.4064/am-23-1-51-72},
zbl = {0820.62056},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am-23-1-51-72/}
}
TY - JOUR AU - Andrzej Krajka AU - Dominik Szynal TI - On monotone dependence functions of the quantile type JO - Applicationes Mathematicae PY - 1996 SP - 51 EP - 72 VL - 23 IS - 1 UR - http://geodesic.mathdoc.fr/articles/10.4064/am-23-1-51-72/ DO - 10.4064/am-23-1-51-72 LA - en ID - 10_4064_am_23_1_51_72 ER -
Andrzej Krajka; Dominik Szynal. On monotone dependence functions of the quantile type. Applicationes Mathematicae, Tome 23 (1996) no. 1, pp. 51-72. doi: 10.4064/am-23-1-51-72
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